You are legally allowed to bring 1 liter per person, but as a practical matter if you have an extra bottle or two usually the customs official doesn't say anything.
The groceries in San Pedro have fair selections, and the prices though high for imported brands are probably not much higher than you'd pay in Canada. Save U and Brodies in Belize City have bigger selections, and there are a couple of stores in Belize City with wine along with liquor.
Local rums are excellent and cheap (One Barrel and Duurley's gold are great, I think) and the Belizean-made vodka and a few other spirits are inexpensive and okay.
Belize First Magazine http://www.turq.com/belizefirst/